Least Squares Monte Carlo and Approximate Linear Programming : Error Bounds and Energy Real Option Application
Year of publication: |
2018
|
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Authors: | Nadarajah, Selvaprabu |
Other Persons: | Secomandi, Nicola (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 16, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3232687 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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